ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 09-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
115-265 |
116-135 |
0-190 |
0.5% |
114-255 |
| High |
116-180 |
116-140 |
-0-040 |
-0.1% |
115-177 |
| Low |
115-255 |
115-280 |
0-025 |
0.1% |
114-150 |
| Close |
116-165 |
115-312 |
-0-173 |
-0.5% |
115-152 |
| Range |
0-245 |
0-180 |
-0-065 |
-26.5% |
1-027 |
| ATR |
0-188 |
0-190 |
0-001 |
0.6% |
0-000 |
| Volume |
284,865 |
434,175 |
149,310 |
52.4% |
1,201,452 |
|
| Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-251 |
117-141 |
116-091 |
|
| R3 |
117-071 |
116-281 |
116-042 |
|
| R2 |
116-211 |
116-211 |
116-025 |
|
| R1 |
116-101 |
116-101 |
116-008 |
116-066 |
| PP |
116-031 |
116-031 |
116-031 |
116-013 |
| S1 |
115-241 |
115-241 |
115-296 |
115-206 |
| S2 |
115-171 |
115-171 |
115-279 |
|
| S3 |
114-311 |
115-061 |
115-262 |
|
| S4 |
114-131 |
114-201 |
115-213 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-134 |
118-010 |
116-023 |
|
| R3 |
117-107 |
116-303 |
115-247 |
|
| R2 |
116-080 |
116-080 |
115-216 |
|
| R1 |
115-276 |
115-276 |
115-184 |
116-018 |
| PP |
115-053 |
115-053 |
115-053 |
115-084 |
| S1 |
114-249 |
114-249 |
115-120 |
114-311 |
| S2 |
114-026 |
114-026 |
115-088 |
|
| S3 |
112-319 |
113-222 |
115-057 |
|
| S4 |
111-292 |
112-195 |
114-281 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-180 |
114-262 |
1-238 |
1.5% |
0-174 |
0.5% |
66% |
False |
False |
316,264 |
| 10 |
116-180 |
113-220 |
2-280 |
2.5% |
0-180 |
0.5% |
80% |
False |
False |
323,077 |
| 20 |
116-180 |
112-130 |
4-050 |
3.6% |
0-190 |
0.5% |
86% |
False |
False |
327,642 |
| 40 |
117-030 |
112-125 |
4-225 |
4.1% |
0-195 |
0.5% |
76% |
False |
False |
283,735 |
| 60 |
117-250 |
112-125 |
5-125 |
4.6% |
0-166 |
0.4% |
66% |
False |
False |
189,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-265 |
|
2.618 |
117-291 |
|
1.618 |
117-111 |
|
1.000 |
117-000 |
|
0.618 |
116-251 |
|
HIGH |
116-140 |
|
0.618 |
116-071 |
|
0.500 |
116-050 |
|
0.382 |
116-029 |
|
LOW |
115-280 |
|
0.618 |
115-169 |
|
1.000 |
115-100 |
|
1.618 |
114-309 |
|
2.618 |
114-129 |
|
4.250 |
113-155 |
|
|
| Fisher Pivots for day following 09-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-050 |
116-002 |
| PP |
116-031 |
115-319 |
| S1 |
116-011 |
115-316 |
|